Best and Worst Optimum for Linear Programs with Interval Right Hand Sides.
Virginie GabrelCécile MuratNabila RemliPublished in: MCO (2008)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- column generation
- stochastic programming
- primal dual
- interior point methods
- mixed integer linear program
- np hard
- multistage stochastic
- linear programming problems
- simplex method
- dynamic programming
- mixed integer
- objective function
- integer program
- extreme points
- simplex algorithm
- convex functions
- learning algorithm
- interior point
- approximation algorithms
- shortest path
- market equilibrium